Capital forbearance in the bank recovery and resolution game

A-Tier
Journal: Journal of Financial Economics
Year: 2022
Volume: 146
Issue: 3
Pages: 884-904

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We analyze the strategic interaction between undercapitalized banks and a supervisor in a recovery and resolution framework in which early recapitalizations can prevent later disorderly failures. Capital forbearance emerges because reputational, political, economic and fiscal costs undermine supervisors’ commitment to publicly resolve the banks that miss the request to privately recover. Under a weaker resolution threat, banks’ incentives to recover are lower and supervisors may end up having to resolve more banks. When marginal resolution costs steeply increase with the scale of the intervention, private recovery actions become strategic complements, producing too-many-to-resolve equilibria with high forbearance and high systemic costs.

Technical Details

RePEc Handle
repec:eee:jfinec:v:146:y:2022:i:3:p:884-904
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25